+84.3%
VZ vs WULF
+850.0%
-765.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.2% | -7.6% | +0.7% |
| 7D | +0.2% | +21.9% | -21.7% | +0.7% |
| 30D | +7.1% | +4.6% | +2.6% | +7.3% |
| 3M | +12.8% | -30.9% | +43.8% | +12.3% |
| 6M | +1.8% | +29.9% | -28.1% | +2.7% |
| YTD | +30.0% | +55.4% | -25.5% | +31.8% |
| 1Y | +24.3% | +94.1% | -69.8% | +26.6% |
| 3Y | +84.3% | +892.2% | -807.9% | +82.3% |
| All | +84.3% | +850.0% | -765.7% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WULF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling